Sam and Gilly are on board the Cinnamon Wind. Maester Aemon is dead. Before he died he rambled a lot but also figured out that Dany must be the prophesied chosen one who will save the world, not Stannis. He was able to figure that out because Sam brought Xhondo to him, and Xhondo had seen Dany and her dragons. And also because he had detected that there was something not quite right about Stannis' glowing-but-cold sword. Aemon thought Melisandre was mistaken, but I think she's evil and deceptive. Aemon wanted Sam to warn the Archmeisters when he gets to Oldtown.
Aemon says the sphinx was the riddle, not the riddler. Probably that is hugely important but indecipherable, as these things often go.
Sam lets Gilly show him a good time, then gets ridiculously guilty about it. Good grief, Sam, vows of chastity are not meant to be taken seriously, sort yourself out! The captain's daughter, Kojja Mo sorts him out instead. "All of you Westerosi make a shame of loving. There is no shame in loving. If your septons say there is, your seven gods must be demons." Then Gilly tells him that what happens at sea stays at sea. Good times, Sam my boy!
